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Global Vista Advisors, LLC 

Global Vista Options ("GVO")

Manager: Alexios Alexiou

Address: Rue du Mont-Blanc 7, Geneva, CH-1201, Switzerland

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Oct 1, 2010
AUM:$777,101
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$50,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:33.63%107.04%
Annual ROR:8.04%21.42%
YTD:0.00%5.53%
1 Year:0.00%14.40%
Alpha:0.42
Beta:0.56
Statistics Program S&P 500
Average Monthly Gain:8.42%3.00%
Average Monthly Loss:-6.50%-2.59%
Winning Months:2331
Losing Months:2214
Current DD:43.520.00
Max DD:44.0517.03
Sharpe Ratio (RF 1%):0.21
Annualized Std Dev:33.80

Methodology

Discretionary:50%
Systematic:50%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Option Spreads:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2014-4.37-29.405.654.64-5.64-3.23-31.85
20138.891.43-2.00-7.89-2.98-0.72-10.68-8.099.25-2.82-2.7212.41-8.47
201213.212.381.532.93-5.39-14.97-8.994.8413.762.3511.90-2.4818.13
201114.725.102.53-4.285.88-2.3711.9415.70-14.2419.531.87-2.5761.18
2010-0.69-6.5521.2312.51

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Global Vista Options ("GVO") program seeks to maximize investment returns by extracting THETA (time value) from futures options in a diversified market portfolio. The program was designed with the objective of achieving top quartile, risk adjusted absolute returns, which are uncorrelated to CTA, Equity, Bond, and Hedge Fund indices, while providing value-added diversification to portfolios consisting of traditional assets.

GVO generates alpha both from volatility and market direction by selling covered options contracts (no naked) with a typical maturity of 2-5 months. It employs a hybrid systematic / discretionary decision-making process, while using strict proprietary systematic Risk Management procedures, based on a Three-Tier approach.

GVO attempts to predict where the market will NOT go rather than WHERE and WHEN it will go, and rely less on timing the market and direction.

Company Info

Global Vista Advisors, LLC is an alternative investment firm incorporated in the United States and operating from Europe.
Our objective is to achieve top quartile, risk adjusted absolute returns amongst all reporting CTA's, in all reasonably likely future market scenarios, and seek to provide added-value as a diversification to portfolios that are comprised of other assets.

Manager Info

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